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WLDL.L vs. ACWL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

WLDL.L vs. ACWL.L

Last updated Jun 6, 2026

WLDL.L (Lyxor MSCI World UCITS ETF - Dist) and ACWL.L (Lyxor MSCI All Country World UCITS ETF) are both Global Equities funds from Amundi tracking the MSCI ACWI NR USD. Both are passively managed. Over the past 10 years, WLDL.L returned 13.84%/yr vs 13.22%/yr for ACWL.L. Their correlation of 0.94 suggests significant overlap in exposure. WLDL.L charges 0.30%/yr vs 0.45%/yr for ACWL.L.

Performance

WLDL.L vs. ACWL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor MSCI World UCITS ETF - Dist (WLDL.L) and Lyxor MSCI All Country World UCITS ETF (ACWL.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WLDL.L achieves a 9.38% return, which is significantly lower than ACWL.L's 10.55% return. Both investments have delivered pretty close results over the past 10 years, with WLDL.L having a 13.84% annualized return and ACWL.L not far behind at 13.22%.

WLDL.L

1D
-0.66%
1M
3.12%
YTD
9.38%
6M
9.26%
1Y
26.29%
3Y*
17.47%
5Y*
12.94%
10Y*
13.84%

ACWL.L

1D
-1.04%
1M
2.69%
YTD
10.55%
6M
10.50%
1Y
28.14%
3Y*
17.44%
5Y*
12.07%
10Y*
13.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WLDL.L vs. ACWL.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
WLDL.L
Lyxor MSCI World UCITS ETF - Dist		9.38%12.59%21.18%17.67%-8.34%23.63%12.24%23.12%-3.87%11.76%
ACWL.L
Lyxor MSCI All Country World UCITS ETF		10.55%13.83%19.51%15.70%-8.90%20.22%12.15%21.81%-4.79%13.09%

Correlation

The correlation between WLDL.L and ACWL.L is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.98

Correlation (3Y)
Calculated over the trailing 3-year period

0.98

Correlation (5Y)
Calculated over the trailing 5-year period

0.99

Correlation (10Y)
Calculated over the trailing 10-year period

0.99

Correlation (All Time)
Calculated using the full available price history since Sep 6, 2011

0.94

The correlation between WLDL.L and ACWL.L has been stable across timeframes, ranging from 0.94 to 0.99 - a consistent structural relationship.

WLDL.L vs. ACWL.L - Sectors Allocation Comparison

Sectors
WLDL.L
ACWL.L

Technology

28.3%
29.3%

Financial Services

15.7%
16.2%

Industrials

11.4%
10.9%

Consumer Cyclical

9.3%
9.3%

Communication Services

9.3%
9.0%

Healthcare

8.8%
8.1%

Consumer Defensive

5.2%
5.0%

Energy

4.2%
4.2%

Basic Materials

3.3%
3.7%

Utilities

2.7%
2.6%

Real Estate

1.9%
1.8%

Technology

WLDL.L
28.3%
ACWL.L
29.3%

Financial Services

WLDL.L
15.7%
ACWL.L
16.2%

Industrials

WLDL.L
11.4%
ACWL.L
10.9%

Consumer Cyclical

WLDL.L
9.3%
ACWL.L
9.3%

Communication Services

WLDL.L
9.3%
ACWL.L
9.0%

Healthcare

WLDL.L
8.8%
ACWL.L
8.1%

Consumer Defensive

WLDL.L
5.2%
ACWL.L
5.0%

Energy

WLDL.L
4.2%
ACWL.L
4.2%

Basic Materials

WLDL.L
3.3%
ACWL.L
3.7%

Utilities

WLDL.L
2.7%
ACWL.L
2.6%

Real Estate

WLDL.L
1.9%
ACWL.L
1.8%

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Lyxor MSCI World UCITS ETF - Dist

Lyxor MSCI All Country World UCITS ETF

Often compared with WLDL.L:
WLDL.L vs. SP5L.LWLDL.L vs. CEU1.LWLDL.L vs. ^GDAXIWLDL.L vs. IJPN.LWLDL.L vs. SWDA.LWLDL.L vs. QQQWLDL.L vs. LOWV
Often compared with ACWL.L:
ACWL.L vs. QQQACWL.L vs. BKIEACWL.L vs. SPPW.DEACWL.L vs. TNOW.LACWL.L vs. IVVACWL.L vs. SMHACWL.L vs. ACWU.L

Return for Risk

WLDL.L vs. ACWL.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
WLDL.L
WLDL.L Risk / Return Rank: 8585
Overall Rank
WLDL.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
WLDL.L Sortino Ratio Rank: 8686
Sortino Ratio Rank
WLDL.L Omega Ratio Rank: 8686
Omega Ratio Rank
WLDL.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
WLDL.L Martin Ratio Rank: 8484
Martin Ratio Rank
ACWL.L
ACWL.L Risk / Return Rank: 8585
Overall Rank
ACWL.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
ACWL.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
ACWL.L Omega Ratio Rank: 8787
Omega Ratio Rank
ACWL.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
ACWL.L Martin Ratio Rank: 8484
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WLDL.L vs. ACWL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI World UCITS ETF - Dist (WLDL.L) and Lyxor MSCI All Country World UCITS ETF (ACWL.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

WLDL.LACWL.LDifference
Sharpe ratioReturn per unit of total volatility
2.58
2.68

-0.10

Sortino ratioReturn per unit of downside risk
3.54
3.67

-0.13

Omega ratioGain probability vs. loss probability

1.49

1.51

-0.02

Calmar ratioReturn relative to maximum drawdown

3.97

3.97

0.00

Martin ratioReturn relative to average drawdown

15.93

16.03

-0.10

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WLDL.L vs. ACWL.L - Sharpe Ratio Comparison

The current WLDL.L Sharpe Ratio is 2.58, which is comparable to the ACWL.L Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of WLDL.L and ACWL.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

WLDL.LACWL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.58

2.68

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.97

0.93

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.95

0.92

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.20

+0.29

Drawdowns

WLDL.L vs. ACWL.L - Drawdown Comparison

The maximum WLDL.L drawdown since its inception was -49.43%, which is greater than ACWL.L's maximum drawdown of -42.23%. Use the drawdown chart below to compare losses from any high point for WLDL.L and ACWL.L.

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Drawdown Indicators

WLDL.LACWL.LDifference

Max Drawdown

Largest peak-to-trough decline

-49.43%

-42.23%

-7.20%

Max Drawdown (1Y)

Largest decline over 1 year

-6.59%

-7.06%

+0.47%

Max Drawdown (3Y)

Largest decline over 3 years

-18.91%

-18.21%

-0.70%

Max Drawdown (5Y)

Largest decline over 5 years

-18.91%

-18.21%

-0.70%

Max Drawdown (10Y)

Largest decline over 10 years

-25.61%

-25.24%

-0.37%

Current Drawdown

Current decline from peak

-0.79%

-1.52%

+0.73%

Average Drawdown

Average peak-to-trough decline

-8.38%

-10.56%

+2.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

1.75%

-0.10%

Volatility

WLDL.L vs. ACWL.L - Volatility Comparison

The current volatility for Lyxor MSCI World UCITS ETF - Dist (WLDL.L) is 2.42%, while Lyxor MSCI All Country World UCITS ETF (ACWL.L) has a volatility of 2.88%. This indicates that WLDL.L experiences smaller price fluctuations and is considered to be less risky than ACWL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

WLDL.LACWL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.42%

2.88%

-0.46%

Volatility (6M)

Calculated over the trailing 6-month period

7.31%

7.84%

-0.53%

Volatility (1Y)

Calculated over the trailing 1-year period

10.14%

10.46%

-0.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.29%

13.04%

+0.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.55%

14.34%

+0.21%

WLDL.L vs. ACWL.L - Expense Ratio Comparison

WLDL.L has a 0.30% expense ratio, which is lower than ACWL.L's 0.45% expense ratio.

Dividends

WLDL.L vs. ACWL.L - Dividend Comparison

WLDL.L's dividend yield for the trailing twelve months is around 1.15%, while ACWL.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
ACWL.L
Lyxor MSCI All Country World UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WLDL.L
Lyxor MSCI World UCITS ETF - Dist		1.15%1.26%1.61%1.34%1.89%1.34%1.58%1.57%2.34%2.04%2.32%2.52%

Frequently Asked Questions

With a correlation of 0.98, WLDL.L and ACWL.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, WLDL.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WLDL.L is cheaper with a 0.30% expense ratio, compared with 0.45% for ACWL.L.

Both ETFs track MSCI ACWI NR USD. Their fees differ too: 0.30% for WLDL.L and 0.45% for ACWL.L.

Portfolio Optimizer

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